Add initial test for zmq import error on what is believed to be Python teardown

pkg/tests/files/breaks/foobar.jinja

@@ -0,0 +1 @@
+{{ foobar }}

pkg/tests/files/breaks/init.sls

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+#!py
+"""."""
+
+
+def run():
+    """."""
+    return {
+        "file_foobar": {
+            "file.managed": [
+                {
+                    "name": "/foobar"
+                },
+                {
+                    "template": "jinja"
+                },
+                {
+                    "context": {
+                        "foobar": "baz",
+                    }
+                },
+                {
+                    "source": "salt://breaks/foobar.jinja",
+                }
+            ]
+        }
+    }

pkg/tests/integration/test_clean_zmq_teardown.py

@@ -0,0 +1,17 @@
+import logging
+
+import pytest
+
+pytestmark = [
+    pytest.mark.skip_on_windows,
+]
+
+log = logging.getLogger(__name__)
+
+
+def test_check_imports(salt_call_cli):
+    """
+    Test imports
+    """
+    output = salt_call_cli.run("state.apply", "breaks", "--output-diff", "test=true")
+    print(output)